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We investigate a Poisson-Nernst-Planck type system in three spatial dimensions where the strength of the electric drift depends on a possibly small parameter and the particles are assumed to diffuse quadratically. On grounds of the global…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
This work investigates the evolution of the distribution of charged particles due to the mechanism of stochastic turbulent acceleration (STA) in presence of small-scale turbulence with a mean magnetic field. STA is usually modelled as a…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…
We derive the Boltzmann equation for the rotranslational dynamics of an arbitrary convex rigid body in a rarefied gas. It yields as a limiting case the Fokker-Planck equation accounting for friction, diffusion, and nonconservative drift…
The spatial diffusion of cosmic rays in turbulent magnetic fields can, in the most general case, be fully anisotropic, i.e. one has to distinguish three diffusion axes in a local, field-aligned frame. We reexamine the transformation for the…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
We consider a differentially rotating flow of an incompressible electrically conducting and viscous fluid subject to an external axial magnetic field and to an azimuthal magnetic field that is allowed to be generated by a combination of an…
We study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T.…
We investigate the influence of a shear flow on the process of nucleation. Mesoscopic nonequilibrium thermodynamics is used to derive the Fokker-Planck equation governing the evolution of the cluster size distribution in a metastable phase…
Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…
We consider the magnetic Lorentz gas proposed by Bobylev et al. [4], which describes a point particle moving in a random distribution of hard-disk obstacles in $\mathbb{R}^2$ under the influence of a constant magnetic field perpendicular to…
Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $m\ll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…
By collecting from literature data the experimental evidences of anomalous diffusion of passive tracers inside cytoplasm, and in particular of subdiffusion of mRNA molecules inside live E. coli cells, we get the probability density function…